+20.9%
MS vs LNT
+13.9%
+7.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +4.7% |
| 7D | +2.6% | +7.2% | -4.5% | +4.3% |
| 30D | +2.6% | +15.6% | -13.0% | +6.2% |
| 3M | -10.1% | +5.2% | -15.3% | -9.6% |
| 6M | +4.4% | +1.7% | +2.7% | +3.8% |
| YTD | +11.7% | +17.0% | -5.3% | +16.9% |
| 1Y | +20.9% | +14.2% | +6.7% | +26.4% |
| All | +20.9% | +13.9% | +7.0% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LNT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling